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First Trust Exchange-Traded Fund VII First Trust Global Tactical Commodity Strategy Fund FTGC

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Market datapartial · fetched 2026-10-22T21:10:08.002Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.365766848Z

FundamentalsAlpha Vantage · unavailable

Share price$30.68
1D-0.6%
AH$30.60$30.67$30.74$30.81$30.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTGC
Sold putSold callAH

First Trust Exchange-Traded Fund VII First Trust Global Tactical Commodity Strategy Fund options

Live interpolated FTGC call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VII First Trust Global Tactical Commodity Strategy Fund$0.74$1.04$1.33$1.62$1.91$26.96$28.92$30.89$32.85$34.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTGC spot · $30.68FTGC PRICE$0.78$0.78$0.78$0.82$0.87$0.95$1.02$1.11$1.20$1.29$1.46$1.64$1.83$0.78$0.78$0.80$0.86$0.92$0.99$1.05$1.12$1.19$1.26$1.34$1.41$1.73
PutsExpensive2.45×
CallsExpensive3.29×
SkewBullish-4.76 pp
Implied moveBalanced±$2.07
TiltBalanced1.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.3990.2%30.9%26.3873.5%16.5%
25Δ35.5265.9%18.3%28.0455.6%11.1%
30Δ33.6151.6%12.1%29.0245.5%8.0%
35Δ32.5643.4%8.8%29.6240.2%6.3%
40Δ31.8437.8%6.6%30.1435.6%4.8%
45Δ31.3634.4%5.3%30.5032.4%3.8%
50Δ30.9331.3%4.1%30.8629.2%2.8%
55Δ30.6329.3%3.5%31.1326.7%2.2%
60Δ30.3427.3%2.8%31.3324.8%1.8%
65Δ30.0425.2%2.1%31.5422.9%1.3%
70Δ29.7624.4%1.7%31.7520.9%0.9%
75Δ29.4723.7%1.4%31.9519.0%0.4%
80Δ29.1823.0%1.1%32.3319.3%0.2%

20Δ

Calls
Pseudo strike
39.39
IV
90.2%
B/E move
30.9%
Puts
Pseudo strike
26.38
IV
73.5%
B/E move
16.5%

25Δ

Calls
Pseudo strike
35.52
IV
65.9%
B/E move
18.3%
Puts
Pseudo strike
28.04
IV
55.6%
B/E move
11.1%

30Δ

Calls
Pseudo strike
33.61
IV
51.6%
B/E move
12.1%
Puts
Pseudo strike
29.02
IV
45.5%
B/E move
8.0%

35Δ

Calls
Pseudo strike
32.56
IV
43.4%
B/E move
8.8%
Puts
Pseudo strike
29.62
IV
40.2%
B/E move
6.3%

40Δ

Calls
Pseudo strike
31.84
IV
37.8%
B/E move
6.6%
Puts
Pseudo strike
30.14
IV
35.6%
B/E move
4.8%

45Δ

Calls
Pseudo strike
31.36
IV
34.4%
B/E move
5.3%
Puts
Pseudo strike
30.50
IV
32.4%
B/E move
3.8%

50Δ

Calls
Pseudo strike
30.93
IV
31.3%
B/E move
4.1%
Puts
Pseudo strike
30.86
IV
29.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
30.63
IV
29.3%
B/E move
3.5%
Puts
Pseudo strike
31.13
IV
26.7%
B/E move
2.2%

60Δ

Calls
Pseudo strike
30.34
IV
27.3%
B/E move
2.8%
Puts
Pseudo strike
31.33
IV
24.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
30.04
IV
25.2%
B/E move
2.1%
Puts
Pseudo strike
31.54
IV
22.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
29.76
IV
24.4%
B/E move
1.7%
Puts
Pseudo strike
31.75
IV
20.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
29.47
IV
23.7%
B/E move
1.4%
Puts
Pseudo strike
31.95
IV
19.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
29.18
IV
23.0%
B/E move
1.1%
Puts
Pseudo strike
32.33
IV
19.3%
B/E move
0.2%

Options history

No recorded observations